+67.3%
CSGP vs DKS
+244.9%
-177.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.3% |
| 7D | -1.8% | +3.8% | -5.7% | -2.6% |
| 30D | +5.3% | +8.1% | -2.8% | +3.9% |
| 3M | +3.3% | -28.6% | +31.9% | +8.8% |
| 6M | -4.7% | -33.6% | +28.9% | +1.5% |
| YTD | -53.5% | -23.8% | -29.8% | -52.1% |
| 1Y | -53.7% | -30.7% | -23.0% | -51.4% |
| 3Y | -59.7% | +41.5% | -101.3% | -64.4% |
| 5Y | -62.5% | +23.0% | -85.5% | -67.4% |
| 10Y | +67.3% | +236.0% | -168.7% | +6.9% |
| All | +67.3% | +244.9% | -177.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling